NakedPuts2011

so what is the right answer for the IR?

PalacioHill

niraj_a Wrote:
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> damn good question. is this a shweser product?

I wrote it myself, which is why the answer was screwed up to start.

Roflnadal

5% Active Return?you mean 0.5% or 5%?

pennyless

[(.2)(.5) + (.2)(1.5) + (.2)(3.0)] / [(.2^2)(1.0^2) + (.2^2)(2.5^2) + (.2^2)(6^2)]^1/2 =

1.0/1.315 = .76

bboo

It certainly was. I'm just glad to see I know something.....

justin88

1) 40%
2) I'm getting an IR of .76
Active Return of 1%, Active Risk of 1.32%